sudo: ./install.sh: command not found

edit

the actual suggested command in the readme.txt file is: su -c ./install.sh this should ask for root user password... not sure you did install your system like that.

That said, the installation seems to make xdman only usable by root user because:

[paul@localhost xdm-2018-x64]$ ls -dl /opt/xdman/
drwx------. 3 root root 4096 24 mai 01:12 /opt/xdman/

so while in root user (# prompt), you have to type:

su -
(enter root password)
chmod +rx /opt/xdman
chmod +r /opt/xdman/jre/lib/rt.jar
chmod +r /opt/xdman/jre/lib/charsets.jar 
exit

Then at the $ prompt:

xdman

should work.

firstly chmod +x (file name)

then, ./(filename)

hope it helps

Did you unpack the .xz archive that you downloaded? Unpack it and then run sudo ./install.sh from where placed the files.

Also, if you are using it download streamed video, consider youtube-dl as an efficient alternative - it's in Fedora's repo.